+1,484.1%
VTR vs DTE
+1,923.9%
-439.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +2.0% |
| 7D | -1.8% | -2.0% | +0.2% | -0.5% |
| 30D | +4.0% | -2.4% | +6.4% | +5.7% |
| 3M | +7.8% | -7.3% | +15.1% | +13.4% |
| 6M | +6.4% | -7.6% | +14.0% | +12.1% |
| YTD | +18.3% | +5.8% | +12.5% | +13.3% |
| 1Y | +33.9% | +2.3% | +31.6% | +31.0% |
| 3Y | +134.3% | +45.0% | +89.3% | +78.2% |
| 5Y | +90.3% | +33.2% | +57.0% | +52.2% |
| 10Y | +100.1% | +141.4% | -41.3% | +18.4% |
| All | +1,484.1% | +1,923.9% | -439.8% | +332.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DTE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling